+147.9%
EWY vs CDW
-15.4%
+163.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -4.9% | -2.5% |
| 7D | -10.2% | +13.1% | -23.3% | -11.9% |
| 30D | -21.5% | +19.1% | -40.6% | -23.6% |
| 3M | -14.7% | +24.7% | -39.4% | -17.7% |
| 6M | -26.8% | +63.4% | -90.2% | -33.2% |
| YTD | +43.2% | +26.3% | +16.8% | +35.4% |
| 1Y | +48.7% | +20.6% | +28.2% | +42.9% |
| 3Y | +147.9% | -16.3% | +164.3% | +146.6% |
| All | +147.9% | -15.4% | +163.4% | +146.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling